+183.8%
VXUS vs DLR
+539.0%
-355.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | +1.6% | -0.6% | +0.6% |
| 30D | +2.2% | -3.4% | +5.6% | +3.1% |
| 3M | +3.0% | +0.5% | +2.5% | +2.4% |
| 6M | +10.7% | +4.6% | +6.1% | +8.8% |
| YTD | +17.8% | +23.4% | -5.6% | +10.4% |
| 1Y | +27.6% | +19.0% | +8.5% | +20.4% |
| 3Y | +73.3% | +56.5% | +16.8% | +48.4% |
| 5Y | +54.3% | +33.3% | +21.0% | +35.6% |
| 10Y | +149.8% | +165.1% | -15.3% | +68.9% |
| All | +183.8% | +539.0% | -355.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling